Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -96437.3628 | 99740.4063 | -196177.7691 | -99887.094 | 1693076.4537 | -1792963.5477 |
Total P&L (%) | -96.4374 | 99.7404 | -196.1778 | -99.8871 | 1693.0765 | -1792.9635 |
Avg Daily Profit (%) | -0.0544 | 0.0562 | -0.1106 | -0.3818 | 0.1628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -504588 | -207328 | -331505 | -2144776 | -56433 | -2489978 |
Profit Factor | 0.9524 | 1.1255 | 0.8404 | 0.9716 | 7.3151 | 0.4482 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 292 | 156 | 136 | 292 | 156 | 136 |
Losing Trades | 243 | 112 | 131 | 243 | 112 | 131 |
Profitability (%) | 54.5794 | 58.209 | 50.9363 | 54.5794 | 58.209 | 50.9363 |
Ratio Avg Win / Avg Loss | 0.7925 | 0.808 | 0.8095 | 0.8086 | 5.2519 | 0.4317 |
Largest Winning Trade | 35166 | 28773 | 35166 | 285033 | 285033 | 231713 |
Largest Losing Trade | -96427 | -41563 | -96427 | -1301706 | -56433 | -1301706 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 31 | 23 | 41 | 31 | 23 | 41 |
Avg Bars in Losers | 48 | 39 | 55 | 48 | 39 | 55 |
Bars Traded | 21031 | 8083 | 12948 | 21031 | 8083 | 12948 |
Profit Streak | 0 | 0 | 15.0465 | 0 | 0 | 15.0465 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577388 | -200123 | -579229 | -577388 | 653723 | -579229 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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